Anic Equity¶

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Total return since start: 0.554 %¶

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Equity now: -----------------------------> 47473.16 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46078.31 Kr¶

PnL: ---------------------------------------> -810.26 Kr¶

DD now: ---------------------------------> -2.379 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-13 14:07:40.275866'

Anic Portfolio¶

Today¶

Return: -0.834 %¶

This Week¶

Return: -1.423 %¶

Total¶

Return: 55.415 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 -4.170000 3104.400000 133.400000 4.490000 2971.000006
HEBA B 70 -2.380000 2730.000000 94.000000 3.570000 2636.000010
Corem Property Group B 59 -0.810000 652.540000 75.540000 13.090000 576.999999
Samhällsbyggnadsbo. i Norden B 20 1.180000 430.400000 75.400000 21.240000 355.000000
HMS Networks 2 -1.230000 706.800000 33.800000 5.020000 673.000000
Eastnine 4 -0.160000 508.800000 17.800000 3.630000 491.000000
Norva24 Group 16 -2.780000 560.000000 17.000000 3.130000 543.000000
Samhällsbyggnadsbo. i Norden D 12 2.250000 261.360000 15.360000 6.240000 246.000000
OEM International B 7 -1.530000 540.400000 12.400000 2.350000 527.999997
Midsona B 63 -1.560000 595.350000 12.350000 2.120000 582.999984
Coor Service Management Hold. 8 -0.150000 543.600000 11.600000 2.180000 532.000000
Resurs Holding 22 0.260000 585.200000 11.200000 1.950000 573.999998
Intrum 4 -0.710000 532.200000 5.200000 0.990000 527.000000
Karnov Group 9 1.360000 538.200000 2.200000 0.410000 536.000004
Creaspac SPAC 6 0.310000 579.000000 2.000000 0.350000 577.000002
MedCap 2 -1.630000 423.000000 2.000000 0.480000 421.000000
Essity B 2 -0.930000 574.600000 0.600000 0.100000 574.000000
Handelsbanken A 5 -1.890000 546.500000 0.500000 0.090000 546.000000
Essity A 4 -0.170000 1148.000000 -1.000000 -0.090000 1149.000000
AcadeMedia 12 0.000000 554.880000 -2.120000 -0.380000 557.000004
Swedbank A 3 -1.760000 560.100000 -3.900000 -0.690000 564.000000
Securitas B 6 -0.990000 561.360000 -8.640000 -1.520000 570.000000
Nordea Bank Abp 29 -1.330000 3444.620000 -9.380000 -0.270000 3453.999992
Fastighetsbolag. Emilshus Pref 21 -5.780000 548.100000 -13.900000 -2.470000 562.000005
CTEK 13 -1.140000 507.260000 -26.740000 -5.010000 533.999999
Boozt 12 -0.440000 1623.600000 -30.400000 -1.840000 1653.999996
FM Mattsson Mora Group B 50 -0.170000 2895.000000 -32.000000 -1.090000 2927.000000
Vivesto 1368 1.040000 559.240000 -53.760000 -8.770000 612.999432
International Petroleum Corp. 5 1.270000 519.000000 -75.570000 -12.710000 594.565215
Sampo Oyj SDB 7 -1.110000 3734.500000 -115.500000 -3.000000 3850.000000
SAAB B 8 -1.210000 3260.000000 -117.000000 -3.460000 3377.000000
OX2 18 -0.930000 1530.000000 -134.000000 -8.050000 1663.999992
Axfood 13 -0.440000 3563.300000 -192.700000 -5.130000 3756.000001
Fasadgruppen Group 35 0.200000 3563.000000 -248.000000 -6.510000 3810.999990
Ovzon 52 2.230000 3094.000000 -268.000000 -7.970000 3361.999992
TOTAL 46078.310000 -810.260000 -2.37864% 46888.564618

Updated:¶

'2023-01-13 14:07:52.839093'
None

Last optimization/rebalancing:¶

'2022-12-04'

Next optimization/rebalancing:¶

'2023-01-13'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶